Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49554.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45493.62 Kr¶

PnL: ---------------------------------------> 437.62 Kr¶

DD now: ---------------------------------> -6.712 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 13:22:45.075196'

Anic Portfolio¶

Today¶

Return: 1.394 %¶

This Week¶

Return: 0.51 %¶

Total portfolio value¶

Return including deposits: 62.23 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.730000 1672.920000 203.920000 13.880000 1468.999998
Sedana Medical 93 5.430000 2708.160000 187.160000 7.420000 2521.000011
Orrön Energy 180 5.300000 2165.400000 122.400000 5.990000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 4.040000 991.000000 56.000000 5.990000 935.000000
JM 6 3.550000 909.000000 45.000000 5.210000 864.000000
Catena 2 3.880000 834.400000 42.400000 5.350000 792.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 3.370000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 3.020000 997.440000 30.440000 3.150000 966.999996
BioGaia B 8 1.630000 949.600000 19.600000 2.110000 930.000000
Gränges 9 2.040000 946.800000 18.800000 2.030000 927.999999
Bilia A 8 2.040000 918.400000 18.400000 2.040000 900.000000
HEXPOL B 9 -0.180000 1026.000000 5.000000 0.490000 1020.999996
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
OX2 13 1.240000 952.250000 2.250000 0.240000 949.999999
AcadeMedia 8 0.400000 402.400000 0.400000 0.100000 402.000000
EQT 4 0.430000 831.600000 -0.400000 -0.050000 832.000000
Byggmax Group 33 0.140000 954.360000 -1.640000 -0.170000 956.000001
ASSA ABLOY B 3 -0.660000 770.700000 -8.300000 -1.070000 779.000001
Alimak Group 11 -0.120000 916.300000 -11.700000 -1.260000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.040000 913.000000 -27.000000 -2.870000 940.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Indutrade 5 1.720000 1181.000000 -37.000000 -3.040000 1218.000000
Latour B 4 0.200000 819.600000 -37.400000 -4.360000 857.000000
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Hexagon B 26 0.610000 3411.200000 -49.800000 -1.440000 3461.000010
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.910000 1043.400000 -65.600000 -5.920000 1109.000001
BHG Group 97 2.430000 1388.070000 -70.930000 -4.860000 1458.999989
TOTAL 45493.620000 437.620000 -6.71215% 45056.000411

Updated:¶

'2023-07-04 13:23:01.556256'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶